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quantra-go-algo/Identify and remove.py Secret

Created December 22, 2021 03:30
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Identify and remove.py
#For identifying the outliers with the standard deviation method
outliers = [x for x in data if x < lower or x > upper]
print('Identified outliers: %d' % len(outliers))
#Remove outliers
outliers_removed = [x for x in data if x >= lower and x <= upper]
print('Non-outlier observations: %d' % len(outliers_removed))
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